pith. sign in

Title resolution pending

Introduction to probability models · 2014 · DOI 10.1016/b978-0-12-407948-9.00013-x

1 Pith paper cite this work. Polarity classification is still indexing.

1 Pith paper citing it
open at publisher browse 1 citing papers

Title metadata for this work has not finished resolving. The hub is built from the citation graph; the title resolver retries DOI and OpenAlex on its next pass.

fields

cs.NE 1

years

2025 1

verdicts

UNVERDICTED 1

representative citing papers

Jump-diffusion models of parametric volume-price distributions

cs.NE · 2025-11-20 · unverdicted · novelty 4.0

For Gamma-family fits to NYSE volume-price data the shape parameter follows diffusive mean-reverting dynamics while the scale parameter shows dominant jump-diffusion with elevated higher moments, and jumps explain a large share of variance; the log-normal model reverses the pattern.

citing papers explorer

Showing 1 of 1 citing paper.

  • Jump-diffusion models of parametric volume-price distributions cs.NE · 2025-11-20 · unverdicted · none · ref 1

    For Gamma-family fits to NYSE volume-price data the shape parameter follows diffusive mean-reverting dynamics while the scale parameter shows dominant jump-diffusion with elevated higher moments, and jumps explain a large share of variance; the log-normal model reverses the pattern.